It's not easy to have a separate thank-you page, but it is possible.
You might have some success with a file "signup-xtra.php" placed in your ListMail directory:
<?php// example for list 1if($list=='1'){ if($_SERVER['HTTP_REFERER']==$mypage){ Header("Location: http://site.com/thankyou2.html"); exit; }}?>
It may also be possible with JavaScript on the Custom HTML page. This script looks promising:
JavaScript Referer validation script (http://www.hotscripts.com/Detailed/26632.html)